-57.7%
CSGP vs ALK
+19.1%
-76.8%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +8.8% | -4.7% | +2.9% |
| 7D | +18.3% | +12.4% | +5.9% | +16.6% |
| 30D | +17.8% | +2.1% | +15.7% | +17.3% |
| 3M | +9.3% | -23.9% | +33.1% | +12.0% |
| 6M | -7.9% | +8.2% | -16.1% | -9.8% |
| YTD | -51.5% | -20.5% | -31.1% | -51.0% |
| 1Y | -53.3% | -1.0% | -52.3% | -54.7% |
| All | -57.7% | +19.1% | -76.8% | -61.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ALK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling